| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | -722,528 | 3,174,522 | -806,138 | 171,362 | 213 | 41,914,984 | 0.076 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -1,948,525 | 1,948,525 | -2,208,425 | 161,577 |
| 1.0000 | 1,225,997 | 1,225,997 | 1,402,288 | 9,785 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 25 | -24,104 | -70,199 | -39,217 | 116,294 | 0.95 | 0.102 | 13,111 |
| CN | 50 | -772,819 | -424,542 | -931,819 | 1,813,968 | 1.37 | 0.115 | 65,677 |
| HK | 19 | 29,475 | -52,944 | 98,421 | 198,687 | 1.47 | 0.123 | 25,180 |
| ID | 5 | 7,873 | 0 | 2,744 | 7,873 | 0.37 | 0.176 | 1,432 |
| JP | 97 | -49,192 | -237,322 | -2,565 | 903,934 | 0.83 | 0.077 | 38,183 |
| NZ | 2 | -2,374 | -2,374 | -902 | 2,374 | 0.35 | 0.094 | 236 |
| SG | 3 | -14,317 | -14,317 | -10,003 | 14,317 | 0.72 | 0.089 | 1,478 |
| TH | 9 | 23,748 | 0 | 7,930 | 37,895 | 0.49 | 0.186 | 5,522 |
| TW | 3 | 79,180 | 0 | 69,274 | 79,180 | 0.70 | 0.174 | 20,544 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 16 | -70,199 | -70,199 | -52,757 | 70,199 | 1.11 | -0.133 | 10,835 |
| 1.0000 | 9 | 46,095 | 0 | 13,540 | 46,095 | 0.66 | 0.001 | 2,275 | |
| CN | -1.0000 | 27 | -1,293,394 | -424,542 | -1,661,292 | 1,293,394 | 1.44 | -0.094 | 129,027 |
| 1.0000 | 23 | 520,575 | 0 | 729,473 | 520,575 | 1.29 | -0.040 | -63,351 | |
| HK | -1.0000 | 11 | -84,606 | -52,944 | -93,086 | 84,606 | 1.27 | -0.003 | 1,061 |
| 1.0000 | 8 | 114,081 | 0 | 191,507 | 114,081 | 1.74 | 0.196 | 24,119 | |
| ID | 1.0000 | 5 | 7,873 | 0 | 2,744 | 7,873 | 0.37 | 0.176 | 1,432 |
| JP | -1.0000 | 47 | -476,563 | -237,322 | -387,793 | 476,563 | 0.88 | -0.064 | 20,260 |
| 1.0000 | 50 | 427,371 | 0 | 385,227 | 427,371 | 0.79 | 0.025 | 17,923 | |
| NZ | -1.0000 | 2 | -2,374 | -2,374 | -902 | 2,374 | 0.35 | -0.094 | 236 |
| SG | -1.0000 | 3 | -14,317 | -14,317 | -10,003 | 14,317 | 0.72 | -0.082 | 1,478 |
| TH | -1.0000 | 1 | -7,073 | 0 | -2,592 | 7,073 | 0.37 | 0.187 | -1,320 |
| 1.0000 | 8 | 30,821 | 0 | 10,522 | 30,821 | 0.50 | 0.186 | 6,842 | |
| TW | 1.0000 | 3 | 79,180 | 0 | 69,274 | 79,180 | 0.70 | 0.174 | 20,544 |